Synthetic fuels produced from CO2/H2O are an attractive alternative energy carrier. Here we demonstrate a novel strategy to electrochemically convert CO2/H2O into hydrocarbon in a single step in an oxygen-ion conducting solid oxide electrolyser. Methane was directly synthesized in an efficient electrolyser with configuration of (anode) (La0.8Sr0.2)0.95MnO3−δ/YSZ/La0.2Sr0.8TiO3+δ (cathode) by combining coelectrolysis of CO2/H2O and in situ Fischer–Tropsch-type synthesis. We demonstrate a high Faradaic yield of CO/H2 and lower methane yield, which shows that the limit on conversion efficiency comes from the heterogeneous catalysis process. Electrochemical results also show that the electrochemical reduction of La0.2Sr0.8TiO3+δ cathode is the main process at low electrical voltages while the coelectrolysis is the main process at high voltages.